Warrant Put mWIG40

BidPLN 1.420
May 08, 2024 15:05:15.114 UTC
AskPLN 1.630
May 08, 2024 15:05:15.114 UTC
chg. 1D-0.065 (-4.09%)
May 08, 2024 15:05:15.114 UTC
Underlying price (delayed) 6,436.44 (+0.37%)
May 08, 2024 15:15:00.165 UTC
StrikePLN 5,750.00 Cap- Leverage39.49

Name
Warrant - mWIG40
ISIN / WKN
AT0000A3BCS0 / RC1DF2
WSE Ticker
RBIWP1224MWIG402
Underlying
Underlying price (delayed)
PLN 6,436.44 (+0.37%)
May 08, 2024 15:15:00.165
Strike
PLN 5,750.00
Cap
unlimited
Type of exercise
European
Tradeable unit/nominal value
1 unit
Multiplier
0.01
Product currency
PLN
Implied volatility
22.17%
Listing
Warsaw
About the term

Initial valuation date
Mar 11, 2024
Issue date
Mar 12, 2024
Final valuation date
Dec 20, 2024
Maturity date
Dec 27, 2024

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Underlying
Country / region of underlying
Poland
Suited market expectation
bearish
Issue price
3.05 PLN
Spread homogenised
21.00
Spread (in %)
14.79%
Underlying currency
PLN
Settlement method
Cash settlement
Taxation
Capital Gains Tax / no Foreign Capital Gains Tax
Public offer possible in
Austria, Germany, Italy, Hungary, Poland, Czech Republic, Slovakia, Bulgaria, Croatia, Liechtenstein, Romania, Slovenia
Agio
13.20%
Agio p.a. in %
21.05%
Leverage
39.49
Instrinsic value
PLN 0.00
Time value
PLN 1.52
Break even
PLN 5,597.50
Moneyness
0.89
Historic volatility 30 days
16.07%
Historic volatility 250 days
15.40%
Omega
9.4282
Delta
-0.2234
Gamma
7.1378
Vega
0.1513
Theta
-0.0071
Rho
-0.1102
Description

Put warrants enable investors to participate with a leverage effect in falling underlying prices. In addition to the performance of the underlying, the volatility of the underlying has substantial influence on the pricing of the warrant.

Warrants provide for above average profit opportunities but bear as well an increased risk to incur a total loss. Thus is particularly important that the investor continuously observes the position.

TRADING HOURS

Products on Austrian underlyings

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Products on underlyings of CEE, Eastern Europe and Turkey

 

- Turkey, Czech Republic9:00 - 4:00 pm

- Poland, Hungary, Romania, CEE and Eastern Europe

9:15 - 4:50 pm

Products on other international underlyings and commodities
(incl. Germany and Switzerland)

9:00 - 8:00 pm
INFORMATION

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